+62.6%
NDAQ vs EL
-66.1%
+128.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.2% |
| 7D | +0.8% | +0.8% | +0.1% | +0.6% |
| 30D | +16.5% | +16.5% | 0.0% | +13.1% |
| 3M | +13.5% | +29.2% | -15.7% | +7.4% |
| 6M | +20.9% | +27.9% | -7.0% | +14.4% |
| YTD | +11.4% | +6.2% | +5.2% | +8.2% |
| 1Y | +25.9% | +27.2% | -1.2% | +17.7% |
| 3Y | +119.9% | +3.2% | +116.6% | +102.4% |
| All | +62.6% | -66.1% | +128.8% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling